Abstract
Consideration is given to the stability properties of the conventional continuous-time LMS algorithm. The algorithm is investigated for the case of stationary ergodic inputs, and a necessary and sufficient condition for exponential almost-sure convergence is presented. This condition is shown to be less restrictive than the well-known persistency of excitation condition. Also, the authors point out and clarify an apparently common error regarding the connection between persistency of excitation and positive-definite autocorrelation in stationary ergodic vector waveforms.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1253-1256 |
| Number of pages | 4 |
| Journal | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
| Volume | 3 |
| State | Published - 1990 |
| Event | 1990 International Conference on Acoustics, Speech, and Signal Processing: Speech Processing 2, VLSI, Audio and Electroacoustics Part 2 (of 5) - Albuquerque, New Mexico, USA Duration: Apr 3 1990 → Apr 6 1990 |
ASJC Scopus subject areas
- Software
- Signal Processing
- Electrical and Electronic Engineering